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Optimality condition and method of searching extreme points in ellipsoidal norm maximization problem
2010
Journal:  
The Bulletin of Irkutsk State University Series Mathematics
Author:  
Abstract:

The ellipsoidal norm maximization problem on a convex set is considered in searching and improving the admissible points that satisfy the necessary condition of optimality. The sufficient optimality condition is presented with a special maximum function that is a value of projection type auxiliary problem. An iteration method oriented on improving the extreme points is constructed.

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The Bulletin of Irkutsk State University Series Mathematics

Field :   Fen Bilimleri ve Matematik

Journal Type :   Uluslararası

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Article : 601
Cite : 1
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The Bulletin of Irkutsk State University Series Mathematics